+117.5%
HPE vs CBRE
-13.9%
+131.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | +13.6% | -2.8% | +16.4% | +13.6% |
| 30D | -27.1% | +2.2% | -29.3% | -26.8% |
| 3M | -14.5% | -10.1% | -4.4% | -13.4% |
| 6M | +66.9% | -8.0% | +74.9% | +69.0% |
| YTD | +111.3% | -17.6% | +128.9% | +118.8% |
| 1Y | +117.5% | -14.7% | +132.2% | +122.0% |
| All | +117.5% | -13.9% | +131.4% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling